private void ProcessCallbackMessage(IMessage message)
{
if (message == null)
{
throw new ArgumentNullException("message");
}
EventNames eventName;
var parsed = Enum.TryParse(message.Command, true, out eventName);
if (parsed)
{
// TODO use as instead of assert+is+cast
switch (eventName)
{
case EventNames.OnAccountBalance:
break;
case EventNames.OnAccountPosition:
break;
case EventNames.OnAllTrade:
Trace.Assert(message is Message <AllTrade>);
var allTrade = ((Message <AllTrade>)message).Data;
allTrade.LuaTimeStamp = message.CreatedTime;
Events.OnAllTradeCall(allTrade);
break;
case EventNames.OnCleanUp:
Trace.Assert(message is Message <string>);
Events.OnCleanUpCall();
break;
case EventNames.OnClose:
Trace.Assert(message is Message <string>);
Events.OnCloseCall();
break;
case EventNames.OnConnected:
Trace.Assert(message is Message <string>);
Events.OnConnectedCall();
break;
case EventNames.OnDepoLimit:
break;
case EventNames.OnDepoLimitDelete:
break;
case EventNames.OnDisconnected:
Trace.Assert(message is Message <string>);
Events.OnDisconnectedCall();
break;
case EventNames.OnFirm:
break;
case EventNames.OnFuturesClientHolding:
Trace.Assert(message is Message <FuturesClientHolding>);
var futPos = ((Message <FuturesClientHolding>)message).Data;
Events.OnFuturesClientHoldingCall(futPos);
break;
case EventNames.OnFuturesLimitChange:
break;
case EventNames.OnFuturesLimitDelete:
break;
case EventNames.OnInit:
// Этот callback никогда не будет вызван так как на момент получения вызова OnInit в lua скрипте
// соединение с библиотекой QuikSharp не будет еще установлено. То есть этот callback не имеет смысла.
break;
case EventNames.OnMoneyLimit:
break;
case EventNames.OnMoneyLimitDelete:
break;
case EventNames.OnNegDeal:
break;
case EventNames.OnNegTrade:
break;
case EventNames.OnOrder:
Trace.Assert(message is Message <Order>);
var ord = ((Message <Order>)message).Data;
ord.LuaTimeStamp = message.CreatedTime;
Events.OnOrderCall(ord);
break;
case EventNames.OnParam:
Trace.Assert(message is Message <Param>);
var data = ((Message <Param>)message).Data;
Events.OnParamCall(data);
break;
case EventNames.OnQuote:
Trace.Assert(message is Message <OrderBook>);
var ob = ((Message <OrderBook>)message).Data;
ob.LuaTimeStamp = message.CreatedTime;
Events.OnQuoteCall(ob);
break;
case EventNames.OnStop:
Trace.Assert(message is Message <string>);
Events.OnStopCall(int.Parse(((Message <string>)message).Data));
break;
case EventNames.OnStopOrder:
Trace.Assert(message is Message <StopOrder>);
StopOrder stopOrder = ((Message <StopOrder>)message).Data;
StopOrders.RaiseNewStopOrderEvent(stopOrder);
break;
case EventNames.OnTrade:
Trace.Assert(message is Message <Trade>);
var trade = ((Message <Trade>)message).Data;
trade.LuaTimeStamp = message.CreatedTime;
Events.OnTradeCall(trade);
break;
case EventNames.OnTransReply:
Trace.Assert(message is Message <TransactionReply>);
var trReply = ((Message <TransactionReply>)message).Data;
trReply.LuaTimeStamp = message.CreatedTime;
Events.OnTransReplyCall(trReply);
break;
case EventNames.NewCandle:
Trace.Assert(message is Message <Candle>);
var candle = ((Message <Candle>)message).Data;
Candles.RaiseNewCandleEvent(candle);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
else
{
switch (message.Command)
{
// an error from an event not request (from req is caught is response loop)
case "lua_error":
Trace.Assert(message is Message <string>);
Trace.TraceError(((Message <string>)message).Data);
break;
default:
throw new InvalidOperationException("Unknown command in a message: " + message.Command);
}
}
}
private void ProcessCallbackMessage(IMessage message)
{
if (message == null)
{
throw new ArgumentNullException("message");
}
EventNames eventName;
var parsed = Enum.TryParse(message.Command, true, out eventName);
if (parsed)
{
switch (eventName)
{
case EventNames.OnAccountBalance:
break;
case EventNames.OnAccountPosition:
break;
case EventNames.OnAllTrade:
Trace.Assert(message is Message <AllTrade>);
var allTrade = ((Message <AllTrade>)message).Data;
allTrade.LuaTimeStamp = message.CreatedTime;
Events.OnAllTradeCall(allTrade);
break;
case EventNames.OnCleanUp:
Trace.Assert(message is Message <string>);
Events.OnCleanUpCall();
break;
case EventNames.OnClose:
Trace.Assert(message is Message <string>);
Events.OnCloseCall();
break;
case EventNames.OnConnected:
Trace.Assert(message is Message <string>);
Events.OnConnectedCall();
break;
case EventNames.OnDepoLimit:
break;
case EventNames.OnDepoLimitDelete:
break;
case EventNames.OnDisconnected:
Trace.Assert(message is Message <string>);
Events.OnDisconnectedCall();
break;
case EventNames.OnFirm:
break;
case EventNames.OnFuturesClientHolding:
break;
case EventNames.OnFuturesLimitChange:
break;
case EventNames.OnFuturesLimitDelete:
break;
case EventNames.OnInit:
Trace.Assert(message is Message <string>);
Events.OnInitCall(((Message <string>)message).Data, _callbackPort);
break;
case EventNames.OnMoneyLimit:
break;
case EventNames.OnMoneyLimitDelete:
break;
case EventNames.OnNegDeal:
break;
case EventNames.OnNegTrade:
break;
case EventNames.OnOrder:
Trace.Assert(message is Message <Order>);
var ord = ((Message <Order>)message).Data;
ord.LuaTimeStamp = message.CreatedTime;
Events.OnOrderCall(ord);
break;
case EventNames.OnParam:
break;
case EventNames.OnQuote:
Trace.Assert(message is Message <OrderBook>);
var ob = ((Message <OrderBook>)message).Data;
ob.LuaTimeStamp = message.CreatedTime;
Events.OnQuoteCall(ob);
break;
case EventNames.OnStop:
Trace.Assert(message is Message <string>);
Events.OnStopCall(int.Parse(((Message <string>)message).Data));
break;
case EventNames.OnStopOrder:
StopOrder stopOrder = (message as Message <StopOrder>).Data;
StopOrders.RaiseNewStopOrderEvent(stopOrder);
break;
case EventNames.OnTrade:
Trace.Assert(message is Message <Trade>);
var trade = ((Message <Trade>)message).Data;
trade.LuaTimeStamp = message.CreatedTime;
Events.OnTradeCall(trade);
break;
case EventNames.OnTransReply:
Trace.Assert(message is Message <TransactionReply>);
var trReply = ((Message <TransactionReply>)message).Data;
trReply.LuaTimeStamp = message.CreatedTime;
Events.OnTransReplyCall(trReply);
break;
case EventNames.NewCandle:
Candle candle = (message as Message <Candle>).Data;
Candles.RaiseNewCandleEvent(candle);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
else
{
switch (message.Command)
{
// an error from an event not request (from req is caught is response loop)
case "lua_error":
Trace.Assert(message is Message <string>);
Trace.TraceError(((Message <string>)message).Data);
break;
default:
throw new InvalidOperationException("Unknown command in a message: " + message.Command);
}
}
}
